Optimal dynamic premium control in non-life insurance. maximizing dividend pay-outs

Scandinavian Actuarial Journal

Volumn 2002, Issue 4, 2002, Pages 225-245

  Højgaard, Bjarne ^a  

^a AALBORG UNIVERSITY   (Denmark)

Author keywords

Approximations; Barrier; Bellman; Control; Distributions; Dividend; Dynamic; Equation; Strategies; Vylder

Indexed keywords

EID: 85011246805     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106291     Document Type: Article

References (16)

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